BVT Call 74 MRVL 20.12.2024
/ DE000VD3R306
BVT Call 74 MRVL 20.12.2024/ DE000VD3R306 /
| 08/11/2024 08:58:34 |
Chg.+0.35 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+20.23% |
-
Bid Size: - |
-
Ask Size: - |
Marvell Technology I... |
74.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3R30 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.46 |
| Parity: |
1.85 |
| Time value: |
0.13 |
| Break-even: |
88.84 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
3.94 |
| Rho: |
0.07 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.46% |
| 1 Month |
|
|
+252.54% |
| 3 Months |
|
|
+477.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.28 |
| 1M High / 1M Low: |
2.08 |
0.54 |
| 6M High / 6M Low: |
2.08 |
0.18 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.97% |
| Volatility 6M: |
|
305.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
